1 citations · 2 across the 6 of their papers we have counts for
Showing 2024Show all
2 papers · 1 filter
q-fin.MF2024★ 1 cited
Discrete approximation of risk-based prices under volatility uncertainty
Jonas Blessing, Michael Kupper, Alessandro Sgarabottolo
We discuss the asymptotic behaviour of risk-based indifference prices of European contingent claims in discrete-time financial markets under volatility uncertainty as the number of…
math.FA2024
Evolutionary semigroups on path spaces
Robert Denk, Markus Kunze, Michael Kupper
We introduce the concept evolutionary semigroups on path spaces, generalizing the notion of transition semigroups to possibly non-Markovian stochastic processes. We study the basic…